Adrian Torchiana atorch
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atorch
/ simple_prediction_interval.py
Last active
June 25, 2021 21:22
Simple constant-width prediction intervals
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| """ | |
| See https://stats.stackexchange.com/questions/524863/simple-constant-width-prediction-interval-for-a-regression-model | |
| """ | |
| import numpy as np | |
| import pandas as pd | |
| from catboost import CatBoostRegressor | |
| def simulate_dataframe(n_obs=1000): |